Errors building Julia on Windows with MKL

Trying to build Julia 1.1 on Windows 10 with MKL.

git clone https://github.com/JuliaLang/julia.git
cd julia
tee Make.user << EOF
XC_HOST = x86_64-w64-mingw32
USE_INTEL_MKL = 1
MKLROOT = /cygdrive/c/Program\ Files\ \(x86\)/IntelSWTools/compilers_and_libraries_2017/windows/mkl
EOF

MKLROOT=/cygdrive/c/Program\ Files\ \(x86\)/IntelSWTools/compilers_and_libraries_2017/windows/mkl
mkdir -p usr/bin
cp "$MKLROOT/../redist/intel64_win/compiler/libiomp5md.dll" usr/bin/
cp "$MKLROOT/../redist/intel64_win/mkl/mkl*.dll" usr/bin/
cp usr/bin/mkl_rt.dll usr/bin/libmkl_rt.dll

make -j 8

Then it reported errors:

Base  ───────────error during bootstrap:
rec_backtrace at /home/JD/julia/src/home/JD/julia/src\stackwalk.c:94
record_backtrace at /home/JD/julia/src/home/JD/julia/src\task.c:210 [inlined]
jl_throw at /home/JD/julia/src/home/JD/julia/src\task.c:417
jl_parse_eval_all at /home/JD/julia/src/home/JD/julia/src\ast.c:895
jl_load at /home/JD/julia/src/home/JD/julia/src\toplevel.c:861
exec_program at /home/JD/julia/ui/home/JD/julia/ui\repl.c:35
true_main at /home/JD/julia/ui/home/JD/julia/ui\repl.c:108
wmain at /home/JD/julia/ui/home/JD/julia/ui\repl.c:217
__tmainCRTStartup at /usr/src/debug/mingw64-x86_64-runtime-6.0.0-1/usr/src/debug/mingw64-x86_64-runtime-6.0.0-1/crt\crtexe.c:334
mainCRTStartup at /usr/src/debug/mingw64-x86_64-runtime-6.0.0-1/usr/src/debug/mingw64-x86_64-runtime-6.0.0-1/crt\crtexe.c:223
BaseThreadInitThunk at C:\WINDOWS\System32\KERNEL32.DLL (unknown line)
RtlUserThreadStart at C:\WINDOWS\SYSTEM32\ntdll.dll (unknown line)
 LoadError29(."086818s secondsy
sBase64  ─────────i m g3..j845161l seconds"
, CRC32c  ─────────16 ,  LoadError0(."0C17799: seconds\\
cSHA  ────────────y g w0i.n231201 seconds
6FileWatching  ───4 \\ h0o.m132986e seconds\\
JUnicode  ────────D \\ j0u.l0i19046a seconds\\
uMmap  ───────────s r \\0s.h0a85164r secondse
\\Serialization  ──j u l1i.a209416\\ secondss
tLibdl  ──────────d l i0b.\\0v579841 seconds.
2Markdown  ───────\\ S u1i.t125996e secondsS
pLibGit2  ────────a r s2e.\\680624s secondsr
cLogging  ────────\\ S u0i.t516984e secondsS
pSockets  ────────a r s1e..360468j secondsl
"Printf  ─────────,  24 , 0LoadError.(0"16459C seconds:
\\Profile  ────────c y g0w.i194451n seconds6
4Dates  ──────────\\ h o1m.e820229\\ secondsJ
DDelimitedFiles  ─\\ j u0l.i130741a seconds\\
uRandom  ─────────s r \\0s.h711486a secondsr
eUUIDs  ──────────\\ j u0l.i0a19332\\ secondss
tFuture  ─────────d l i0b.\\0v239161 seconds.
2LinearAlgebra  ──\\ S11u.i040242t secondse
SSparseArrays  ───p a r4s.e03623\\0s secondsr
c\\umfpack.jl", 80, ErrorException("error compiling top-level scope: could not load library \"libumfpack\"\nThe specified module could not be found.\r\n"))))

*** This error might be fixed by running `make clean`. If the error persists, try `make cleanall`. ***
make[1]: *** [sysimage.mk:66: /home/JD/julia/usr/lib/julia/sys.ji] Error 1
make: *** [Makefile:81: julia-sysimg-ji] Error 2

But libumfpack is inside usr/bin.
Anyone know what this means?

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